+90.3%
FOXA vs EFV
+132.8%
-42.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -0.6% | +1.0% | -1.6% | -1.4% |
| 30D | +2.3% | +0.2% | +2.2% | +2.2% |
| 3M | -2.8% | +9.6% | -12.5% | -9.6% |
| 6M | +9.6% | +14.0% | -4.4% | -1.6% |
| YTD | -9.9% | +18.5% | -28.4% | -21.9% |
| 1Y | +5.4% | +27.9% | -22.5% | -14.3% |
| 3Y | +115.3% | +92.4% | +22.8% | +23.1% |
| 5Y | +93.1% | +97.2% | -4.1% | +7.4% |
| All | +90.3% | +132.8% | -42.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling